UniCredit Call 270.551 VOLV/B 18.12.2024
/ DE000HD23MQ7
UniCredit Call 270.551 VOLV/B 18..../ DE000HD23MQ7 /
| 2024-06-04 7:28:40 PM |
Chg.-0.350 |
Bid8:09:16 PM |
Ask8:09:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.530EUR |
-12.15% |
2.530
Bid Size: 2,000 |
2.670
Ask Size: 2,000 |
Volvo, AB ser. B |
270.5511 SEK |
2024-12-18 |
Call |
Master data
| WKN: |
HD23MQ |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Volvo, AB ser. B |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.55 SEK |
| Maturity: |
2024-12-18 |
| Issue date: |
2024-01-24 |
| Last trading day: |
2024-12-17 |
| Ratio: |
1:1.03 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.47 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.22 |
| Parity: |
1.00 |
| Time value: |
2.09 |
| Break-even: |
26.83 |
| Moneyness: |
1.04 |
| Premium: |
0.08 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.23 |
| Spread %: |
8.04% |
| Delta: |
0.65 |
| Theta: |
-0.01 |
| Omega: |
5.37 |
| Rho: |
0.07 |
Quote data
| Open: |
2.880 |
| High: |
2.880 |
| Low: |
2.500 |
| Previous Close: |
2.880 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.15% |
| 1 Month |
|
|
+7.20% |
| 3 Months |
|
|
-5.24% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.880 |
2.740 |
| 1M High / 1M Low: |
3.100 |
2.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.818 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.867 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
